+222.7%
WMT vs BBIO
+136.7%
+86.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | 0.0% | -3.2% | +3.2% | +0.1% |
| 30D | -7.4% | -13.6% | +6.2% | -7.2% |
| 3M | -10.9% | +7.2% | -18.1% | -11.0% |
| 6M | -12.7% | +1.5% | -14.2% | -12.8% |
| YTD | -3.2% | -5.3% | +2.1% | -3.3% |
| 1Y | +5.3% | +37.7% | -32.5% | +4.4% |
| 3Y | +101.9% | +153.9% | -52.0% | +97.1% |
| 5Y | +134.6% | +43.9% | +90.7% | +126.2% |
| All | +222.7% | +136.7% | +86.1% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling